Marginal Conditional Stochastic Dominance (MCSD) developed by Shalit and Yitzhaki (1994) gives the conditions under whic......

资产配置是长期以来倍受关注的话题,而国内少有负债相关的资产配置模型,因此如何将负债考虑进去具有重要意义。动态规划模型将负债......